2. ProfitAndLoss- Profit&amp;Loss calculation for financial instruments and portfolio's as used in trading systems. Aimed at doing a limited amount of tasks fast and well. Heavily based on xts-timeseries.

3. waveslim: Wavelet methods for 1/2/3D- Basic wavelet routines for the processing/analysis/inference of time series, images and 3D arrays. The code provided here is based on Percival and Walden (2000); Gencay, Selcuk and Whitcher (2001); Kingsbury (1999); and Selesnick (200?).